Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1277015.0881 | 1261412.8286 | 15602.2595 | 578981.7211 | 523121.2267 | 55860.4944 |
Total P&L (%) | 1277.0151 | 1261.4128 | 15.6023 | 578.9817 | 523.1212 | 55.8605 |
Avg Daily Profit (%) | 0.705 | 0.6964 | 0.0086 | 0.1058 | 0.1011 | 0.0245 |
Buy And Hold Return (%) | 502.1275 | 502.1275 | 502.1275 | 502.1275 | 502.1275 | 502.1275 |
Max Trade Drawdown | -172259 | -177773 | -34358 | -2731991 | -2747510 | -457180 |
Profit Factor | 2.6592 | 3.3311 | 1.0683 | 1.0676 | 1.0816 | 1.0259 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 49.7608 | 46.1538 | 53.3333 | 49.7608 | 46.1538 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.6848 | 3.8863 | 0.9347 | 1.0779 | 1.2619 | 0.8977 |
Largest Winning Trade | 706016 | 706016 | 22226 | 1283046 | 1283046 | 160766 |
Largest Losing Trade | -57716 | -57716 | -15856 | -987329 | -987329 | -269480 |
Avg Bars in Trades | 97 | 175 | 20 | 97 | 175 | 20 |
Avg Bars in Winners | 105 | 203 | 21 | 105 | 203 | 21 |
Avg Bars in Losers | 89 | 150 | 19 | 89 | 150 | 19 |
Bars Traded | 20345 | 18206 | 2139 | 20345 | 18206 | 2139 |
Profit Streak | 73.593 | 0 | 89.593 | 73.593 | 0 | 89.593 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556857 | 479945 | -492799 | -314050 | -342905 | -518175 |
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{ "first_band": { "type": "dcl", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 228, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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